scholarly journals A Multiscale Autoregressive Model-Based Electrocardiogram Identification Method

IEEE Access ◽  
2018 ◽  
Vol 6 ◽  
pp. 18251-18263 ◽  
Author(s):  
Jikui Liu ◽  
Liyan Yin ◽  
Chenguang He ◽  
Bo Wen ◽  
Xi Hong ◽  
...  
Keyword(s):  
Autoregressive Model ◽  
Identification Method ◽  
Model Based

scholarly journals A mixture autoregressive model based on Gaussian and Student’s t-distributions

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Savi Virolainen
Keyword(s):  
Interest Rate ◽  
Autoregressive Model ◽  
Autoregressive Models ◽  
Federal Funds ◽  
Treasury Bill ◽  
Federal Funds Rate ◽  
Empirical Application ◽  
Model Based ◽  
Interest Rate Spread ◽  
Student’S T

Abstract We introduce a new mixture autoregressive model which combines Gaussian and Student’s t mixture components. The model has very attractive properties analogous to the Gaussian and Student’s t mixture autoregressive models, but it is more flexible as it enables to model series which consist of both conditionally homoscedastic Gaussian regimes and conditionally heteroscedastic Student’s t regimes. The usefulness of our model is demonstrated in an empirical application to the monthly U.S. interest rate spread between the 3-month Treasury bill rate and the effective federal funds rate.

Non-model-based damage identification of plates using measured mode shapes

2016 ◽  
Vol 16 (1) ◽  
pp. 3-23 ◽  
Author(s):  
Yongfeng Xu ◽  
Weidong Zhu
Keyword(s):  
Structural Damage ◽  
Damage Identification ◽  
Damage Index ◽  
Thickness Reduction ◽  
Aluminum Plate ◽  
Mode Shapes ◽  
Identification Method ◽  
Model Based

Mode shapes (MSs) have been extensively used to detect structural damage. This paper presents a new non-model-based damage identification method that uses measured MSs to identify damage in plates. A MS damage index (MSDI) is proposed to identify damage near regions with consistently high values of MSDIs associated with MSs of different modes. A MS of a pseudo-undamaged plate can be constructed for damage identification using a polynomial of a properly determined order that fits the corresponding MS of a damaged plate, if the associated undamaged plate is geometrically smooth and made of materials that have no stiffness and mass discontinuities. It is shown that comparing a MS of a damaged plate with that of a pseudo-undamaged plate is better for damage identification than with that of an undamaged plate. Effectiveness and robustness of the proposed method for identifying damage of different positions and areas are numerically investigated using different MSs; effects of crucial factors that determine effectiveness of the proposed method are also numerically investigated. Damage in the form of a machined thickness reduction area was introduced to an aluminum plate; it was successfully identified by the proposed method using measured MSs of the damaged plate.

Analytic solution of uncertain autoregressive model based on principle of least squares

2019 ◽  
Vol 24 (4) ◽  
pp. 2721-2726 ◽  
Author(s):  
Xin Zhao ◽  
Jin Peng ◽  
Jie Liu ◽  
Xuejun Zhou
Keyword(s):  
Least Squares ◽  
Autoregressive Model ◽  
Analytic Solution ◽  
Model Based

A new identification method of the Stribeck friction model based on limit cycles

2014 ◽  
Vol 228 (15) ◽  
pp. 2678-2683 ◽  
Author(s):  
LL Liu ◽  
ZY Wu
Keyword(s):  
Parameter Identification ◽  
Limit Cycle ◽  
Limit Cycles ◽  
Friction Model ◽  
Limit Cycle Oscillation ◽  
Characteristic Parameters ◽  
Chain Code ◽  
Shape Characteristic ◽  
Identification Method ◽  
Model Based

This paper presents a new parameter identification method of the Stribeck friction model based on limit cycles. A single degree of freedom mass spring system driven by a belt is studied, and the Stribeck friction model is established between the mass and belt. Limit cycle oscillation will occur when the system is unstable. The limit cycle curve is described by some main shape characteristic parameters using the modified Freeman chain code method. Thus, the Stribeck friction parameters can be identified by using the ergodic search method to minimize the Euclidean distance of the theoretical and identified limit cycle shape characteristic parameters. The parameter identification method based on limit cycles is different from the traditional identification methods. It only needs the displacement and velocity responses of the system instead of the measurement of the friction force or motor voltage/current. All of these works can provide the reference for the research work of the friction parameter identification.

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